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Time-series forecasting using flexible neural tree model

Published: 11 August 2005 Publication History

Abstract

Time-series forecasting is an important research and application area. Much effort has been devoted over the past several decades to develop and improve the time-series forecasting models. This paper introduces a new time-series forecasting model based on the flexible neural tree (FNT). The FNT model is generated initially as a flexible multi-layer feed-forward neural network and evolved using an evolutionary procedure. Very often it is a difficult task to select the proper input variables or time-lags for constructing a time-series model. Our research demonstrates that the FNT model is capable of handing the task automatically. The performance and effectiveness of the proposed method are evaluated using time series prediction problems and compared with those of related methods.

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Published In

cover image Information Sciences: an International Journal
Information Sciences: an International Journal  Volume 174, Issue 3-4
11 August 2005
177 pages

Publisher

Elsevier Science Inc.

United States

Publication History

Published: 11 August 2005

Author Tags

  1. Flexible neural tree model
  2. Probabilistic incremental program evolution
  3. Simulated annealing
  4. Time-series forecasting

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